This is probably something that is not implemented yet.
Meanwhile, you have two options:
Either modify the ajax plugin and add options for modifying headers (shouldn't be that hard to do, but requires you to learn a bit of the SDK)
Or set up a server-side request proxy, that takes your request, modifies the headers, and forwards it to the destination - you'll need to know a server-side language (such as PHP) for that.
I recommend the first option.